"Threat secured" message when clicking on a Zazzle link

[DM]

Zazzle, come on! I clicked on a link to one of my shops, and received the following message from my antivirus program:

Threat name: URL Blacklist

Threat type: This is malicious software that could harm your data, computer, or network

URL: https://click.bunddle.org/into/bx04?d=zazzle.com

That fired off three times with one click. My computer is protected. What is it doing to computers that are not protected?

Vet your advertisers, or whatever the (blank) this is.

[MOM]

@DM Hmm. Where did you find the ad to your store? On Google?

[DM]

It wasn't an ad to the store. I was on Zazzle's main page, clicked on the dropdown list of my stores, clicked on the store I wanted to work on, and got the threat alert message.